Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 0 1 2 4 3 8 26 29
Dealing with the Inventory Risk. A solution to the market making problem 0 0 13 75 0 12 66 208
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 1 3 15 52 3 6 33 87
General Intensity Shapes in Optimal Liquidation 0 1 4 25 0 1 11 73
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 4 5 41 2 8 17 77
Optimal Portfolio Liquidation with Limit Orders 0 0 1 1 0 10 18 23
Optimal Portfolio Liquidation with Limit Orders 2 5 8 64 6 11 28 154
Optimal posting price of limit orders: learning by trading 0 1 4 47 1 2 17 137
Optimal split of orders across liquidity pools: a stochastic algorithm approach 1 1 2 84 1 1 6 152
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 3 32 1 2 8 54
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 2 5 48 0 4 7 67
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 6 30 0 2 11 50
Simulating and analyzing order book data: The queue-reactive model 0 1 10 19 0 2 16 29
Total Working Papers 5 21 78 522 17 69 264 1,140
3 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 2 6 79 2 6 21 248
Real-time market microstructure analysis: online transaction cost analysis 0 2 2 2 2 9 16 16
Total Journal Articles 0 4 8 81 4 15 37 264


Statistics updated 2015-04-05